+20.5%
C vs ACGL
+22.6%
-2.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +0.4% |
| 7D | -2.4% | +0.9% | -3.3% | -2.3% |
| 30D | -6.0% | +13.7% | -19.7% | -5.4% |
| 3M | -10.5% | +8.0% | -18.6% | -10.2% |
| 6M | -5.7% | +13.3% | -19.0% | -4.9% |
| YTD | +4.1% | +11.8% | -7.7% | +5.0% |
| 1Y | +20.5% | +22.2% | -1.8% | +21.5% |
| All | +20.5% | +22.6% | -2.1% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ACGL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling